Globalisation, import prices and inflation dynamics | by Chris Peacock and Ursel Baumann | 359
(Dec 2008) | Abstract
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Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve (JEL C32, E43, E44, G12) | by Michael Joyce, Iryna Kaminska and Peter Lildholdt | 358
(Dec 2008) | Abstract
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A no-arbitrage structural vector autoregressive model of the UK yield curve (JEL C32, E43, E44) | by Iryna Kaminska | 357
(Dec 2008) | Abstract
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Measuring monetary policy expectations from financial market instruments (JEL E43, E44, E52) | by Michael Joyce, Jonathan Relleen and Steffen Sorensen | 356
(Nov 2008) | Abstract
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The network topology of CHAPS Sterling (JEL D85, G21) | by Christopher Becher, Stephen Millard and Kimmo Soramäki | 355
(Nov 2008) | Abstract
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Estimating the determinants of capital flows to emerging market economies: a maximum likelihood disequilibrium approach (JEL F32, F34, O19) | by Guillermo Felices and Bjorn-Erik Orskaug | 354
(Nov 2008) | Abstract
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The conduct of global monetary policy and domestic stability (JEL C62, D84, E30, E58, E61, F41, F42) | by Andrew P Blake and Bojan Markovic | 353
(Aug 2008) | Abstract
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An agent-based model of payment systems (JEL C79) | by Marco Galbiati and Kimmo Soramäki | 352
(Aug 2008) | Abstract
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The cyclicality of mark-ups and profit margins for the United Kingdom: some new evidence (JEL E31, L11) | by Clare Macallan, Stephen Millard and Miles Parker | 351
(Aug 2008) | Abstract
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Investigating the structural stability of the Phillips curve relationship | by Jan J J Groen and Haroon Mumtaz | 350
(May 2008) | Abstract
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Dealing with country diversity: challenges for the IMF credit union model (JEL F33, F34) | by Gregor Irwin, Adrian Penalver, Chris Salmon and Ashley Taylor | 349
(May 2008) | Abstract
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The elasticity of substitution: evidence from a UK firm-level data set (JEL E20, E22) | by Sebastian Barnes, Simon Price and María Sebastiá Barriel | 348
(Apr 2008) | Abstract
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Non-linear adjustment of import prices in the European Union (JEL F31, F36, F42) | by José Manuel Campa, José M González Mínguez and María Sebastiá Barriel | 347
(Apr 2008) | Abstract
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Network models and financial stability (JEL C63, C90, G28) | by Erlend Nier, Jing Yang, Tanju Yorulmazer and Amadeo Alentorn | 346
(Apr 2008) | Abstract
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Summary statistics of option-implied probability density functions and their properties (JEL G13, G19) | by Damien Lynch and Nikolaos Panigirtzoglou | 345
(Apr 2008) | Abstract
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International monetary co-operation in a world of imperfect information (JEL F41, F42) | by Kang Yong Tan and Misa Tanaka | 344
(Apr 2008) | Abstract
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Efficient frameworks for sovereign borrowing (JEL F34, G15) | by Gregor Irwin and Gregory Thwaites | 343
(Apr 2008) | Abstract
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That elusive elasticity and the ubiquitous bias: is panel data a panacea? (JEL C32, C33, E22) | by James Smith | 342
(Apr 2008) | Abstract
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Evolving international inflation dynamics: evidence from a time-varying dynamic factor model (JEL E30, E52) | by Haroon Mumtaz and Paolo Surico | 341
(Apr 2008) | Abstract
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Financial innovation, macroeconomic stability and systemic crises (JEL E32, E44, G13, G2) | by Prasanna Gai, Sujit Kapadia, Stephen Millard and Ander Perez | 340
(Apr 2008) | Abstract
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The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective (JEL C13, E47, G21) | by Mathias Drehmann, Steffen Sorensen and Marco Stringa | 339
(Apr 2008) | Abstract
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Monetary policy shifts and inflation dynamics (JEL E31, E32, E58) | by Paolo Surico | 338
(Apr 2008) | Abstract
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Risks and efficiency gains of a tiered structure in large-value payments: a simulation approach (JEL G21) | by Ana Lasaosa and Merxe Tudela | 337
(Apr 2008) | Abstract
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2007 |
A state space approach to extracting the signal from uncertain data | by Alastair Cunningham, Jana Eklund, Christopher Jeffery, George Kapetanios and Vincent Labhard | 336
(Nov 2007) | Abstract
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Business cycle fluctuations and excess sensitivity of private consumption (JEL E21) | by Gert Peersman and Lorenzo Pozzi | 335
(Nov 2007) | Abstract
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Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index (JEL C16, C39, G13) | by Matthew Hurd, Mark Salmon and Christoph Schleicher | 334
(Nov 2007) | Abstract
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Labour market institutions and aggregate fluctuations in a search and matching model (JEL E24, E32, E52, J64) | by Francesco Zanetti | 333
(Oct 2007) | Abstract
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Investment adjustment costs: evidence from UK and US industries (JEL E2, E3) | by Charlotta Groth and Hashmat Khan | 332
(Oct 2007) | Abstract
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Wage flexibility in Britain: some micro and macro evidence (JEL E24, J31) | by Mark E Schweitzer | 331
(Jul 2007) | Abstract
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Escaping Nash and volatile inflation (JEL E2, E3) | by Martin Ellison and Tony Yates | 330
(Jul 2007) | Abstract
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The impact of yuan revaluation on the Asian region (JEL F3, F4) | by Glenn Hoggarth and Hui Tong | 329
(Jul 2007) | Abstract
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Cash-in-the-market pricing and optimal resolution of bank failures | by Viral Acharya and Tanju Yorulmazer | 328
(Jul 2007) | Abstract
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A model of market surprises (JEL E52, E58) | by Lavan Mahadeva | 327
(Jul 2007) | Abstract
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Asset pricing implications of a New Keynesian model | by Bianca De Paoli, Alasdair Scott and Olaf Weeken | 326
(Jul 2007) | Abstract
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Inter-industry contagion between UK life insurers and UK banks: an event study (JEL G14, G21, G22) | by Marco Stringa and Allan Monks | 325
(Jun 2007) | Abstract
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Housing equity as a buffer: evidence from UK households (JEL E2, E4, G4) | by Andrew Benito | 324
(Jun 2007) | Abstract
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Forecast combination and the Bank of England's suite of statistical forecasting models (JEL C53) | by George Kapetanios, Vincent Labhard and Simon Price | 323
(Jun 2007) | Abstract
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An affine macro-factor model of the UK yield curve (JEL C13, C32, E43, E44, E52) | by Peter Lildholdt, Nikolaos Panigirtzoglou and Chris Peacock | 322
(Jun 2007) | Abstract
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Comparing the pre-settlement risk implications of alternative clearing arrangements | by John P Jackson and Mark J Manning | 321
(Jun 2007) | Abstract
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The real exchange rate and quality improvements (JEL F31, F41) | by Karen Dury and Özlem Oomen | 320
(Jun 2007) | Abstract
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Too many to fail - an analysis of time-inconsistency in bank closure policies | by Viral Acharya and Tanju Yorulmazer | 319
(Jun 2007) | Abstract
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Does Asia's choice of exchange rate regime affect Europe's exposure to US shocks? (JEL E30, E42, F41, F42) | by Bojan Markovic and Laura Povoledo | 318
(Jun 2007) | Abstract
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2006 |
Corporate debt and financial balance sheet adjustment: a comparison of the United States, the United Kingdom, France and Germany (JEL C23, G32) | by Peter Gibbard and Ibrahim Stevens | 317
(Dec 2006) | Abstract
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Financial infrastructure and corporate governance | by Helen Allen, Grigoria Christodoulou and Stephen Millard | 316
(Dec 2006) | Abstract
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Do announcements of bank acquisitions in emerging markets create value? | by Farouk Soussa and Tracy Wheeler | 315
(Dec 2006) | Abstract
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Consumer credit conditions in the United Kingdom (JEL C32, E44, E51, G21) | by Emilio Fernandez-Corugedo and John Muellbauer | 314
(Dec 2006) | Abstract
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Bank capital channels in the monetary transmission mechanism (JEL C68, E32, E44, E50) | by Bojan Markovic | 313
(Dec 2006) | Abstract
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Exchange rate pass-through into UK import prices (JEL C33, F3, F4) | by Haroon Mumtaz, Özlem Oomen and Jian Wang | 312
(Dec 2006) | Abstract
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The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests (JEL C23, F31) | by Georgios Chortareas and George Kapetanios | 311
(Oct 2006) | Abstract
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Returns to equity, investment and Q: evidence from the United Kingdom (JEL E22, E27) | by Simon Price and Christoph Schleicher | 310
(Oct 2006) | Abstract
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Fundamental inflation uncertainty (JEL E38, E52) | by Charlotta Groth, Jarkko Jääskelä and Paolo Surico | 309
(Oct 2006) | Abstract
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Optimal emerging market fiscal policy when trend output growth is unobserved | by Gregory Thwaites | 308
(Sep 2006) | Abstract
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Fiscal rules for debt sustainability in emerging markets: the impact of volatility and default risk | by Adrian Penalver and Gregory Thwaites | 307
(Sep 2006) | Abstract
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Consumption excess sensitivity, liquidity constraints and the collateral role of housing (JEL C35, D12) | by Andrew Benito and Haroon Mumtaz | 306
(Aug 2006) | Abstract
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Bank capital, asset prices and monetary policy (JEL E32, E44, E52) | by David Aikman and Matthias Paustian | 305
(Aug 2006) | Abstract
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Procyclicality, collateral values and financial stability (JEL E32, E44, G13, G18) | by Prasanna Gai, Peter Kondor and Nicholas Vause | 304
(Aug 2006) | Abstract
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The danger of inflating expectations of macroeconomic stability: heuristic switching in an overlapping generations monetary model | by Alex Brazier, Richard Harrison, Mervyn King and Tony Yates | 303
(Aug 2006) | Abstract
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International and intranational consumption risk sharing: the evidence for the United Kingdom and OECD (JEL E21, E32, E44) | by Vincent Labhard and Michael Sawicki | 302
(Jul 2006) | Abstract
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The welfare benefits of stable and efficient payment systems | by Stephen Millard and Matthew Willison | 301
(Jul 2006) | Abstract
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Elasticities, markups and technical progress: evidence from a state-space approach (JEL C32, D40, E23, E30) | by Colin Ellis | 300
(Jul 2006) | Abstract
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Optimal discretionary policy in rational expectations models with regime switching (JEL E52, E58, E61) | by Richhild Moessner | 299
(Jun 2006) | Abstract
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Optimal monetary policy in Markov-switching models with rational expectations agents (JEL C6, E5) | by Andrew P Blake and Fabrizio Zampolli | 298
(2006) | Abstract
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Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics (JEL C6, E5) | by Fabrizio Zampolli | 297
(2006) | Abstract
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Sterling implications of a US current account reversal (JEL F31, F32, F41, Q4) | by Morten Spange and Pawel Zabczyk | 296
(2006) | Abstract
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Productivity growth, adjustment costs and variable factor utilisation: the UK case | by Charlotta Groth, Soledad Nuńez and Sylaja Srinivasan | 295
(2006) | Abstract
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How does the down-payment constraint affect the UK housing market? (JEL R2) | by Andrew Benito | 294
(2006) | Abstract
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Resolving banking crises - an analysis of policy options (JEL G21, G28) | by Misa Tanaka and Glenn Hoggarth | 293
(2006) | Abstract
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Switching costs in the market for personal current accounts: some evidence for the United Kingdom (JEL D12, D43, D83, G21, L13) | by Céline Gondat-Larralde and Erlend Nier | 292
(2006) | Abstract
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Affine term structure models for the foreign exchange risk premium (JEL E30, E32) | by Luca Benati | 291
(2006) | Abstract
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UK monetary regimes and macroeconomic stylised facts (JEL E30, E32) | by Luca Benati | 290
(2006) | Abstract
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Defined benefit company pensions and corporate valuations: simulation and empirical evidence from the United Kingdom (JEL G12, G23, G32) | by Kamakshya Trivedi and Garry Young | 289
(2006) | Abstract
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The price puzzle: fact or artefact? (JEL E30, E52) | by Efrem Castelnuovo and Paolo Surico | 288
(2006) | Abstract
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Assessing central counterparty margin coverage on futures contracts using GARCH models (JEL C53, G28) | by Raymond Knott and Marco Polenghi | 287
(2006) | Abstract
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Modelling the cross-border use of collateral in payment systems | by Mark J Manning and Matthew Willison | 286
(2006) | Abstract
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2005 |
The role of ICT in the global investment cycle | by Michael McMahon, Gabriel Sterne and Jamie Thompson | 257
(Mar 2005) | Abstract
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Comovements in the prices of securities issued by large complex financial institutions | by Christian Hawkesby, Ian W Marsh and Ibrahim Stevens | 256
(Mar 2005) | Abstract
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Learning the rules of the new game? Comparing the reactions in financial markets to announcements before and after the Bank of England's operational independence | by Ana Lasaosa | 255
(Mar 2005) | Abstract
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On the consumption-real exchange rate anomaly | by Gianluca Benigno and Christoph Thoenissen | 254
(Mar 2005) | Abstract
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Decomposing credit spreads | by Rohan Churm and Nikolaos Panigirtzoglou | 253
(Mar 2005) | Abstract
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Real-Time Gross Settlement and hybrid payment systems: a comparison | by Matthew Willison | 252
(Mar 2005) | Abstract
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The stock market and capital accumulation: an application to UK data | by Demetrios Eliades and Olaf Weeken | 251
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